Accession Number : ADA190563

Title :   Markov Processes Applied to Control, Replacement, and Signal Analysis.

Descriptive Note : Final technical rept. 1 Jun 82-31 Jul 87,

Corporate Author : NORTHWESTERN UNIV EVANSTON IL

Personal Author(s) : Pinsky, Mark A

PDF Url : ADA190563

Report Date : 30 Sep 1987

Pagination or Media Count : 5

Abstract : The top Lyapunov exponent of a system of stochastic differential equations was investigated. Brownian motion paths on a Riemannian manifold were discussed and several theoretical results were obtained. A new asymptotic formula for the volume of a small extrinsic ball in a submanifold was obtained. Finally, an invariance principle for Lie groups was obtained.

Descriptors :   *BROWNIAN MOTION, *DIFFERENTIAL EQUATIONS, *LIE GROUPS, *MARKOV PROCESSES, *STOCHASTIC PROCESSES, INVARIANCE, LYAPUNOV FUNCTIONS, PATHS, SIGNALS

Subject Categories : Statistics and Probability
      Theoretical Mathematics
      Physical Chemistry

Distribution Statement : APPROVED FOR PUBLIC RELEASE